seasonality_test {tsaux} | R Documentation |
Simple Seasonality Test
Description
Checks for the presence of seasonality based on the QS test of Gomez and Maravall (1996).
Usage
seasonality_test(x, frequency = NULL)
Arguments
x |
an (xts) vector (usually of a stationary series). |
frequency |
overrides any frequency automatically identified in the index of x. |
Details
Given the identified frequency of the xts vector (using the
sampling_frequency
), the function checks for seasonality at
that frequency. The frequency can be overridden by directly supplying a
frequency argument, in which case y does not need to be a xts vector.
Value
Logical.
Author(s)
Alexios Galanos
References
Gómez V, Maravall A (1995). Programs TRAMO and SEATS. European University Institute, Florence.
[Package tsaux version 1.0.0 Index]